Access Statistics for Heejoon Han

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 0 1 15 335
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 1 2 13 231
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 0 1 13 19
Modeling and predicting the market volatility index: The case of VKOSPI 0 0 1 67 0 6 176 389
Quantile Dependence between Stock Markets and its Application in Volatility Forecasting 0 0 0 50 0 0 6 76
The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series 0 0 1 13 1 2 22 121
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 45 0 1 33 156
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series 0 0 0 1 0 1 12 22
Time series properties of ARCH processes with persistent covariates 0 0 0 99 0 0 11 507
Total Working Papers 0 0 2 456 2 14 301 1,856

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility 0 0 0 27 0 0 7 89
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE 0 0 0 41 0 2 14 157
Asymptotic Properties of GARCH-X Processes 1 1 2 27 1 1 19 85
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 0 75 1 4 23 245
Carry trades and endogenous regime switches in exchange rate volatility 0 0 0 19 0 0 13 90
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility 0 0 0 0 0 2 11 79
Effects of the US stock market return and volatility on the VKOSPI 1 1 2 9 2 9 147 234
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics* 0 3 9 13 2 7 20 37
GARCH with omitted persistent covariate 0 0 0 7 1 2 12 53
Modeling the Dynamics between Stock Price and Dividend: An Endogenous Regime Switching Approach 0 0 0 28 1 2 24 123
Multi-Step-Ahead Forecasting of the CBOE Volatility Index in a Data-Rich Environment: Application of Random Forest with Boruta Algorithm 0 3 12 37 0 7 33 103
Non‐stationary non‐parametric volatility model 0 0 0 0 2 3 12 60
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea 0 0 0 12 0 3 11 78
The cross-quantilogram: Measuring quantile dependence and testing directional predictability across time-series and cross-sectional data 1 2 2 2 2 4 4 4
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series 0 1 5 124 4 9 60 499
The tail behavior of safe haven currencies: A cross-quantilogram analysis 0 0 1 19 1 5 31 93
Time series properties of ARCH processes with persistent covariates 0 0 0 56 0 4 12 229
Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects 0 0 0 8 1 3 11 46
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s 1 1 1 15 1 2 14 86
Total Journal Articles 4 12 34 519 19 69 478 2,390

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Statistics updated 2026-10-11